Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47546.22 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46151.37 Kr¶

PnL: ---------------------------------------> -737.2 Kr¶

DD now: ---------------------------------> -2.228 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 12:30:25.960466'

Anic Portfolio¶

Today¶

Return: -0.682 %¶

This Week¶

Return: -1.271 %¶

Total¶

Return: 55.654 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.890000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.130000 2765.000000 129.000000 4.890000 2636.000010
Corem Property Group B 59 -0.450000 654.900000 77.900000 13.500000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.600000 432.200000 77.200000 21.750000 355.000000
HMS Networks 2 -1.230000 706.800000 33.800000 5.020000 673.000000
Samhällsbyggnadsbo. i Norden D 12 3.290000 264.000000 18.000000 7.320000 246.000000
OEM International B 7 -0.640000 545.300000 17.300000 3.280000 527.999997
Midsona B 63 -1.040000 598.500000 15.500000 2.660000 582.999984
Norva24 Group 16 -3.330000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 0.220000 545.600000 13.600000 2.560000 532.000000
Resurs Holding 22 0.340000 585.640000 11.640000 2.030000 573.999998
MedCap 2 -0.230000 429.000000 8.000000 1.900000 421.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Intrum 4 -0.300000 534.400000 7.400000 1.400000 527.000000
AcadeMedia 12 0.650000 558.480000 1.480000 0.270000 557.000004
Handelsbanken A 5 -1.800000 547.000000 1.000000 0.180000 546.000000
Karnov Group 9 1.020000 536.400000 0.400000 0.070000 536.000004
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Essity B 2 -1.410000 571.800000 -2.200000 -0.380000 574.000000
Swedbank A 3 -1.920000 559.200000 -4.800000 -0.850000 564.000000
Securitas B 6 -0.470000 564.360000 -5.640000 -0.990000 570.000000
Essity A 4 -0.700000 1142.000000 -7.000000 -0.610000 1149.000000
Nordea Bank Abp 29 -1.350000 3444.040000 -9.960000 -0.290000 3453.999992
CTEK 13 1.060000 518.570000 -15.430000 -2.890000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 1.330000 560.880000 -52.120000 -8.500000 612.999432
Boozt 12 -2.210000 1594.800000 -59.200000 -3.580000 1653.999996
International Petroleum Corp. 5 2.240000 524.000000 -70.570000 -11.870000 594.565215
SAAB B 8 -0.630000 3279.200000 -97.800000 -2.900000 3377.000000
Sampo Oyj SDB 7 -0.930000 3741.500000 -108.500000 -2.820000 3850.000000
OX2 18 -0.820000 1531.800000 -132.200000 -7.940000 1663.999992
Axfood 13 0.000000 3578.900000 -177.100000 -4.720000 3756.000001
Fasadgruppen Group 35 -0.590000 3535.000000 -276.000000 -7.240000 3810.999990
Ovzon 52 1.370000 3068.000000 -294.000000 -8.740000 3361.999992
TOTAL 46151.370000 -737.200000 -2.2284% 46888.564618

Updated:¶

'2023-01-13 12:30:38.225948'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶